+11,174.7%
STZ vs HRB
+1,838.0%
+9,336.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +11.8% | +10.7% | +1.1% | +9.5% |
| 30D | +26.0% | +29.0% | -3.1% | +19.5% |
| 3M | +11.5% | +21.0% | -9.5% | +6.9% |
| 6M | -2.0% | +86.9% | -88.9% | -14.9% |
| YTD | +7.9% | +30.5% | -22.7% | 0.0% |
| 1Y | +13.9% | +13.6% | +0.3% | +8.7% |
| 3Y | -35.8% | +42.0% | -77.9% | -42.6% |
| 5Y | -28.4% | +157.2% | -185.7% | -45.0% |
| 10Y | +7.1% | +270.0% | -263.0% | -28.5% |
| All | +11,174.7% | +1,838.0% | +9,336.7% | +5,266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling